Purpose: This paper aims to investigate how different uncertainty shocks affect international housing prices. Design/methodology/approach: The authors set up a model of housing price instability with four uncertainty variables and apply the panel generalized method of moments method and...

Purpose: This paper aims to examine the linkage of regional housing markets between Taiwan and China as increasing economic integration. Design/methodology/approach: Two time-varying estimations of cointegration tests, Gregory and Hansen (1996) cointegration test with structural break and the...

The purpose of the study was to investigate which factors determine saving and financing in Islamic banks in Indonesia by using Gregory-Hansen cointegration, vector error correction mode (VECM), Granger causality, and the impulse response function. The results disclose the existence of a...

The purpose of the study was to investigate which factors determine saving and financing in Islamic banks in Indonesia by using Gregory-Hansen cointegration, vector error correction mode (VECM), Granger causality, and the impulse response function. The results disclose the existence of a...